Simulation smoothing for state-space models: a computational efficiency analysis (Q452558): Difference between revisions

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Latest revision as of 17:15, 5 July 2024

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Simulation smoothing for state-space models: a computational efficiency analysis
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    Simulation smoothing for state-space models: a computational efficiency analysis (English)
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    15 September 2012
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    Markov chain Monte Carlo
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    importance sampling
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    count data
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    high frequency financial data
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